+98.6%
ROST vs ALB
-29.2%
+127.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | 0.0% |
| 7D | +0.9% | -8.1% | +9.0% | +1.7% |
| 30D | -8.9% | +6.3% | -15.2% | -9.4% |
| 3M | -0.8% | -23.6% | +22.7% | +1.3% |
| 6M | +8.5% | -24.6% | +33.1% | +10.3% |
| YTD | +28.6% | -10.3% | +38.9% | +28.0% |
| 1Y | +52.3% | +61.5% | -9.1% | +42.1% |
| All | +98.6% | -29.2% | +127.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling